The Portuguese business cycle: chronology and duration dependence

This paper tries to identify a chronology for the Portuguese business cycle and test for the presence of duration dependence in the respective phases of expansion and contraction. A duration-dependent Markov-switching vector autoregressive model is employed in that task. This model is estimated over...

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Bibliographic Details
Main Author: Vitor Castro
Format: Default Article
Published: 2015
Subjects:
Other economics not elsewhere classified
Business cycles
Duration dependence
Markov-switching
Economics
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/25017
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https://hdl.handle.net/2134/25017

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